-99.9%
DFNS vs TSEM
+852.8%
-952.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.6% |
| 7D | +4.6% | +4.7% | -0.1% | +4.5% |
| 30D | -73.9% | -14.2% | -59.6% | -73.8% |
| 3M | -71.7% | -5.0% | -66.7% | -71.6% |
| 6M | -94.6% | +87.6% | -182.2% | -94.9% |
| YTD | -98.1% | +84.4% | -182.5% | -98.2% |
| 1Y | -98.3% | +235.4% | -333.7% | -98.4% |
| 3Y | -99.9% | +668.0% | -767.9% | -99.9% |
| 5Y | -99.9% | +644.7% | -744.6% | -99.9% |
| All | -99.9% | +852.8% | -952.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TSEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling